+171.9%
SAP vs OKE
+266.1%
-94.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -4.1% | +1.2% | -5.3% | -4.3% |
| 30D | +1.1% | +4.5% | -3.4% | +0.1% |
| 3M | +26.1% | +9.6% | +16.5% | +23.5% |
| 6M | +9.8% | +15.4% | -5.6% | +6.0% |
| YTD | -13.6% | +36.5% | -50.0% | -19.7% |
| 1Y | -18.7% | +39.0% | -57.7% | -24.8% |
| 3Y | +54.1% | +74.3% | -20.2% | +34.3% |
| 5Y | +54.7% | +141.2% | -86.5% | +25.2% |
| All | +171.9% | +266.1% | -94.2% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling